-56.4%
FICO vs SIRI
+59.9%
-116.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +8.4% | -11.7% | -5.7% |
| 7D | +0.4% | +22.3% | -21.8% | -6.1% |
| 30D | +1.7% | +26.9% | -25.3% | -6.0% |
| 3M | -33.0% | +9.6% | -42.7% | -35.3% |
| 6M | -33.9% | +27.2% | -61.0% | -36.4% |
| YTD | -58.5% | +72.4% | -130.9% | -62.1% |
| 1Y | -56.4% | +59.9% | -116.3% | -59.6% |
| All | -56.4% | +59.9% | -116.2% | -59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SIRI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling